Title	Portfolio Selection and Risk Management with Markov Chains
Author	Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo
Citation	Vol. 7  No. 6  pp. 115-123
Keywords	Markov chain, Portfolio theory, VaR and CVaR models

Title	A Comparison among Portfolio Selection Strategies with Subordinated L?vy Processes
Author	Alessandro Staino, Sergio Ortobelli, Ivar Massab?
Citation	Vol. 7  No. 7  pp. 224-233
Keywords	Portfolio theory, L?vy processes, Variance-Gamma distribution, Normal Inverse Gaussian distribution